BVT Call 100 NVO 20.12.2024
/ DE000VM37Q65
BVT Call 100 NVO 20.12.2024/ DE000VM37Q65 /
| 09/08/2024 08:49:16 |
Chg.+0.20 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+16.00% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
100.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VM37Q6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
3.07 |
| Time value: |
-1.53 |
| Break-even: |
107.01 |
| Moneyness: |
1.33 |
| Premium: |
-0.12 |
| Premium p.a.: |
-0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.03% |
| 1 Month |
|
|
-8.81% |
| 3 Months |
|
|
+0.69% |
| YTD |
|
|
+68.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.25 |
| 1M High / 1M Low: |
1.62 |
1.25 |
| 6M High / 6M Low: |
1.68 |
1.22 |
| High (YTD): |
26/06/2024 |
1.68 |
| Low (YTD): |
02/01/2024 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.48 |
| Avg. volume 1M: |
|
100 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
67.72 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.50% |
| Volatility 6M: |
|
48.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
